Quadratic BSDEs with convex generators and unbounded terminal conditions (Q929376)
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scientific article; zbMATH DE number 5288765
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| English | Quadratic BSDEs with convex generators and unbounded terminal conditions |
scientific article; zbMATH DE number 5288765 |
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Quadratic BSDEs with convex generators and unbounded terminal conditions (English)
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17 June 2008
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comparison theorem
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stability result
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nonlinear Feynman-Kac formula
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0.9162506461143494
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0.8994274139404297
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0.8988112807273865
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0.8881474137306213
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